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13 Commits
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5ed2342dbd | ||
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83363f1b75 | ||
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c07938618a | ||
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| 55858a7458 |
@@ -13,43 +13,56 @@ class ProductInfo(BaseModel):
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price: float = 0.0
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volume_24h: float = 0.0
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currency: str = ""
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provider: str = ""
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@staticmethod
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def aggregate(products: dict[str, list['ProductInfo']]) -> list['ProductInfo']:
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def aggregate(products: dict[str, list['ProductInfo']], filter_currency: str="USD") -> list['ProductInfo']:
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"""
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Aggregates a list of ProductInfo by symbol.
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Args:
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products (dict[str, list[ProductInfo]]): Map provider -> list of ProductInfo
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filter_currency (str): If set, only products with this currency are considered. Defaults to "USD".
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Returns:
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list[ProductInfo]: List of ProductInfo aggregated by symbol
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"""
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# Costruzione mappa symbol -> lista di ProductInfo
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symbols_infos: dict[str, list[ProductInfo]] = {}
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for _, product_list in products.items():
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# Costruzione mappa id -> lista di ProductInfo + lista di provider
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id_infos: dict[str, tuple[list[ProductInfo], list[str]]] = {}
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for provider, product_list in products.items():
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for product in product_list:
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symbols_infos.setdefault(product.symbol, []).append(product)
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if filter_currency and product.currency != filter_currency:
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continue
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id_value = product.id.upper().replace("-", "") # Normalizzazione id per compatibilità (es. BTC-USD -> btcusd)
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product_list, provider_list = id_infos.setdefault(id_value, ([], []) )
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product_list.append(product)
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provider_list.append(provider)
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# Aggregazione per ogni symbol
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# Aggregazione per ogni id
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aggregated_products: list[ProductInfo] = []
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for symbol, product_list in symbols_infos.items():
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for id_value, (product_list, provider_list) in id_infos.items():
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product = ProductInfo()
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product.id = f"{symbol}_AGGREGATED"
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product.symbol = symbol
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product.id = f"{id_value}_AGGREGATED"
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product.symbol = next(p.symbol for p in product_list if p.symbol)
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product.currency = next(p.currency for p in product_list if p.currency)
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volume_sum = sum(p.volume_24h for p in product_list)
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product.volume_24h = volume_sum / len(product_list) if product_list else 0.0
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prices = sum(p.price * p.volume_24h for p in product_list)
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product.price = (prices / volume_sum) if volume_sum > 0 else 0.0
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if volume_sum > 0:
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# Calcolo del prezzo pesato per volume (VWAP - Volume Weighted Average Price)
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prices_weighted = sum(p.price * p.volume_24h for p in product_list if p.volume_24h > 0)
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product.price = prices_weighted / volume_sum
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else:
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# Se non c'è volume, facciamo una media semplice dei prezzi
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valid_prices = [p.price for p in product_list if p.price > 0]
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product.price = sum(valid_prices) / len(valid_prices) if valid_prices else 0.0
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product.provider = ",".join(provider_list)
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aggregated_products.append(product)
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return aggregated_products
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class Price(BaseModel):
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"""
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Represents price data for an asset as obtained from market APIs.
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@@ -37,6 +37,7 @@ class MarketAPIsTool(MarketWrapper, Toolkit):
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self.get_product,
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self.get_products,
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self.get_historical_prices,
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self.get_product_aggregated,
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self.get_products_aggregated,
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self.get_historical_prices_aggregated,
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],
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@@ -94,6 +95,27 @@ class MarketAPIsTool(MarketWrapper, Toolkit):
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"""
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return self.handler.try_call(lambda w: w.get_historical_prices(asset_id, limit))
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@friendly_action("🧩 Aggrego le informazioni da più fonti...")
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def get_product_aggregated(self, asset_id: str) -> ProductInfo:
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"""
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Gets product information for a *single* asset from *all available providers* and *aggregates* the results.
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This method queries all configured sources (Binance, YFinance, Coinbase, CryptoCompare)
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and combines the data using volume-weighted average price (VWAP) to provide
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the most accurate and comprehensive price data.
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Args:
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asset_id (str): The asset ID to retrieve information for (e.g., "BTC", "ETH").
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Returns:
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ProductInfo: A single ProductInfo object with aggregated data from all providers.
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The 'provider' field will list all sources used (e.g., "Binance, YFinance, Coinbase").
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Raises:
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Exception: If all providers fail to return results.
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"""
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return self.get_products_aggregated([asset_id])[0]
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@friendly_action("🧩 Aggrego le informazioni da più fonti...")
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def get_products_aggregated(self, asset_ids: list[str]) -> list[ProductInfo]:
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"""
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@@ -16,7 +16,7 @@ BASE_URL = "https://finance.yahoo.com/markets/crypto/all/"
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class CryptoSymbolsTools(Toolkit):
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"""
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Classe per ottenere i simboli delle criptovalute tramite Yahoo Finance.
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Class for obtaining cryptocurrency symbols via Yahoo Finance.
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"""
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def __init__(self, cache_file: str = 'resources/cryptos.csv'):
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@@ -34,29 +34,36 @@ class CryptoSymbolsTools(Toolkit):
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def get_all_symbols(self) -> list[str]:
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"""
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Restituisce tutti i simboli delle criptovalute.
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Returns a complete list of all available cryptocurrency symbols (tickers).
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The list could be very long, prefer using 'get_symbols_by_name' for specific searches.
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Returns:
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list[str]: Lista di tutti i simboli delle criptovalute.
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list[str]: A comprehensive list of all supported crypto symbols (e.g., "BTC-USD", "ETH-USD").
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"""
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return self.final_table['Symbol'].tolist() if not self.final_table.empty else []
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def get_symbols_by_name(self, query: str) -> list[tuple[str, str]]:
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"""
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Cerca i simboli che contengono la query.
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Searches the cryptocurrency database for assets matching a name or symbol.
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Use this to find the exact, correct symbol for a cryptocurrency name.
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Args:
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query (str): Query di ricerca.
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query (str): The name, partial name, or symbol to search for (e.g., "Bitcoin", "ETH").
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Returns:
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list[tuple[str, str]]: Lista di tuple (simbolo, nome) che contengono la query.
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list[tuple[str, str]]: A list of tuples, where each tuple contains
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the (symbol, full_name) of a matching asset.
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Returns an empty list if no matches are found.
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"""
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query_lower = query.lower()
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positions = self.final_table['Name'].str.lower().str.contains(query_lower)
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return self.final_table[positions][['Symbol', 'Name']].apply(tuple, axis=1).tolist()
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positions = self.final_table['Name'].str.lower().str.contains(query_lower) | \
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self.final_table['Symbol'].str.lower().str.contains(query_lower)
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filtered_df = self.final_table[positions]
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return list(zip(filtered_df['Symbol'], filtered_df['Name']))
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async def fetch_crypto_symbols(self, force_refresh: bool = False) -> None:
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"""
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Recupera tutti i simboli delle criptovalute da Yahoo Finance e li memorizza in cache.
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It retrieves all cryptocurrency symbols from Yahoo Finance and caches them.
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Args:
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force_refresh (bool): Se True, forza il recupero anche se i dati sono già in cache.
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force_refresh (bool): If True, it forces the retrieval even if the data are already in the cache.
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"""
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if not force_refresh and not self.final_table.empty:
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return
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@@ -9,11 +9,11 @@ class TestMarketDataAggregator:
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def __product(self, symbol: str, price: float, volume: float, currency: str) -> ProductInfo:
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prod = ProductInfo()
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prod.id=f"{symbol}-{currency}"
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prod.symbol=symbol
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prod.price=price
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prod.volume_24h=volume
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prod.currency=currency
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prod.id = f"{symbol}-{currency}"
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prod.symbol = symbol
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prod.price = price
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prod.volume_24h = volume
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prod.currency = currency
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return prod
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def __price(self, timestamp_s: int, high: float, low: float, open: float, close: float, volume: float) -> Price:
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@@ -38,12 +38,16 @@ class TestMarketDataAggregator:
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info = aggregated[0]
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assert info is not None
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assert info.id == "BTCUSD_AGGREGATED"
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assert info.symbol == "BTC"
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assert info.currency == "USD"
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assert "Provider1" in info.provider
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assert "Provider2" in info.provider
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assert "Provider3" in info.provider
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avg_weighted_price = (50000.0 * 1000.0 + 50100.0 * 1100.0 + 49900.0 * 900.0) / (1000.0 + 1100.0 + 900.0)
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assert info.price == pytest.approx(avg_weighted_price, rel=1e-3) # type: ignore
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assert info.volume_24h == pytest.approx(1000.0, rel=1e-3) # type: ignore
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assert info.currency == "USD"
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def test_aggregate_product_info_multiple_symbols(self):
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products = {
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@@ -127,3 +131,80 @@ class TestMarketDataAggregator:
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assert aggregated[1].timestamp == timestamp_2h_ago
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assert aggregated[1].high == pytest.approx(50250.0, rel=1e-3) # type: ignore
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assert aggregated[1].low == pytest.approx(49850.0, rel=1e-3) # type: ignore
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def test_aggregate_product_info_different_currencies(self):
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products = {
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"Provider1": [self.__product("BTC", 100000.0, 1000.0, "USD")],
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"Provider2": [self.__product("BTC", 70000.0, 800.0, "EUR")],
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}
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aggregated = ProductInfo.aggregate(products)
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assert len(aggregated) == 1
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info = aggregated[0]
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assert info is not None
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assert info.id == "BTCUSD_AGGREGATED"
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assert info.symbol == "BTC"
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assert info.currency == "USD" # Only USD products are kept
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# When currencies differ, only USD is aggregated (only Provider1 in this case)
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assert info.price == pytest.approx(100000.0, rel=1e-3) # type: ignore
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assert info.volume_24h == pytest.approx(1000.0, rel=1e-3) # type: ignore # Only USD volume
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def test_aggregate_product_info_empty_providers(self):
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"""Test aggregate_product_info with some providers returning empty lists"""
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products: dict[str, list[ProductInfo]] = {
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"Provider1": [self.__product("BTC", 50000.0, 1000.0, "USD")],
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"Provider2": [],
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"Provider3": [self.__product("BTC", 50100.0, 1100.0, "USD")],
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}
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aggregated = ProductInfo.aggregate(products)
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assert len(aggregated) == 1
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info = aggregated[0]
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assert info.symbol == "BTC"
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assert "Provider1" in info.provider
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assert "Provider2" not in info.provider
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assert "Provider3" in info.provider
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def test_aggregate_product_info_mixed_symbols(self):
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"""Test that aggregate_product_info correctly separates different symbols"""
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products = {
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"Provider1": [
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self.__product("BTC", 50000.0, 1000.0, "USD"),
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self.__product("ETH", 4000.0, 2000.0, "USD"),
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self.__product("SOL", 100.0, 500.0, "USD"),
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],
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"Provider2": [
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self.__product("BTC", 50100.0, 1100.0, "USD"),
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self.__product("ETH", 4050.0, 2100.0, "USD"),
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],
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}
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aggregated = ProductInfo.aggregate(products)
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assert len(aggregated) == 3
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symbols = {p.symbol for p in aggregated}
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assert symbols == {"BTC", "ETH", "SOL"}
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btc = next(p for p in aggregated if p.symbol == "BTC")
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assert "Provider1" in btc.provider and "Provider2" in btc.provider
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sol = next(p for p in aggregated if p.symbol == "SOL")
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assert sol.provider == "Provider1" # Only one provider
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def test_aggregate_product_info_zero_volume(self):
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"""Test aggregazione quando tutti i prodotti hanno volume zero"""
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products = {
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"Provider1": [self.__product("BTC", 50000.0, 0.0, "USD")],
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"Provider2": [self.__product("BTC", 50100.0, 0.0, "USD")],
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"Provider3": [self.__product("BTC", 49900.0, 0.0, "USD")],
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}
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aggregated = ProductInfo.aggregate(products)
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assert len(aggregated) == 1
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info = aggregated[0]
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# Con volume zero, dovrebbe usare la media semplice dei prezzi
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expected_price = (50000.0 + 50100.0 + 49900.0) / 3
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assert info.price == pytest.approx(expected_price, rel=1e-3) # type: ignore
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assert info.volume_24h == 0.0
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